SNPS vs. WMT
SNPS (Synopsys, Inc.) and WMT (Walmart Inc.) are both stocks. SNPS operates in Software - Infrastructure (Technology), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, SNPS returned 24.60%/yr vs 19.62%/yr for WMT. At a 0.23 correlation, their price movements are largely independent.
Performance
SNPS vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, SNPS achieves a 0.80% return, which is significantly lower than WMT's 7.98% return. Over the past 10 years, SNPS has outperformed WMT with an annualized return of 24.60%, while WMT has yielded a comparatively lower 19.62% annualized return.
SNPS
- 1D
- 1.86%
- 1M
- -8.33%
- YTD
- 0.80%
- 6M
- 1.66%
- 1Y
- -2.58%
- 3Y*
- 2.57%
- 5Y*
- 13.08%
- 10Y*
- 24.60%
WMT
- 1D
- 0.80%
- 1M
- -8.13%
- YTD
- 7.98%
- 6M
- 6.15%
- 1Y
- 23.97%
- 3Y*
- 34.37%
- 5Y*
- 22.47%
- 10Y*
- 19.62%
SNPS vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNPS Synopsys, Inc. | 0.80% | -3.22% | -5.74% | 61.27% | -13.35% | 42.15% | 86.24% | 65.24% | -1.17% | 44.82% |
WMT Walmart Inc. | 7.98% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between SNPS and WMT is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 1992 | 0.23 |
The correlation between SNPS and WMT shifts across timeframes, from -0.12 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SNPS:
$90.71B
WMT:
$958.52B
SNPS:
$4.57
WMT:
$2.88
SNPS:
103.64
WMT:
41.62
SNPS:
4.45
WMT:
2.72
SNPS:
9.23
WMT:
1.32
SNPS:
2.98
WMT:
10.16
SNPS:
$8.68B
WMT:
$725.31B
SNPS:
$6.38B
WMT:
$181.16B
SNPS:
$2.22B
WMT:
$44.32B
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Return for Risk
SNPS vs. WMT — Risk / Return Rank
SNPS
WMT
SNPS vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and Walmart Inc. (WMT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SNPS | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.20 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.53 | -1.59 |
| Martin ratioReturn relative to average drawdown | -0.10 | 5.02 | -5.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SNPS | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 1.02 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 1.04 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.91 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.64 | -0.33 |
Drawdowns
SNPS vs. WMT - Drawdown Comparison
The maximum SNPS drawdown since its inception was -60.95%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for SNPS and WMT.
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Drawdown Indicators
| SNPS | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.95% | -77.14% | +16.19% |
Max Drawdown (1Y)Largest decline over 1 year | -41.04% | -15.75% | -25.29% |
Max Drawdown (3Y)Largest decline over 3 years | -41.04% | -21.93% | -19.11% |
Max Drawdown (5Y)Largest decline over 5 years | -41.04% | -25.74% | -15.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -25.74% | -15.30% |
Current DrawdownCurrent decline from peak | -26.63% | -10.71% | -15.92% |
Average DrawdownAverage peak-to-trough decline | -20.29% | -14.63% | -5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.93% | 4.79% | +21.14% |
Volatility
SNPS vs. WMT - Volatility Comparison
Synopsys, Inc. (SNPS) has a higher volatility of 13.85% compared to Walmart Inc. (WMT) at 10.26%. This indicates that SNPS's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPS | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.85% | 10.26% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 30.93% | 18.59% | +12.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.78% | 23.72% | +33.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.81% | 21.68% | +19.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.09% | 21.73% | +13.36% |
Dividends
SNPS vs. WMT - Dividend Comparison
SNPS has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNPS Synopsys, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.81% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
SNPS vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Synopsys, Inc. and Walmart Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SNPS vs. WMT - Profitability Comparison
SNPS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported a gross profit of 1.65B and revenue of 2.28B. Therefore, the gross margin over that period was 72.3%.
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.
SNPS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported an operating income of 120.43M and revenue of 2.28B, resulting in an operating margin of 5.3%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
SNPS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported a net income of 16.87M and revenue of 2.28B, resulting in a net margin of 0.7%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
Frequently Asked Questions
SNPS and WMT have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNPS has higher volatility (13.85%) compared to WMT (10.26%). In terms of maximum drawdown, SNPS dropped -60.95% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.02 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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